Portfolio Optimization

Date range from 2018-05-02 to 2023-04-28

Risk free rate: 0.05

My current portfolio

AAPL	AMD	AMZN	GOOGL	META	NVDA	PYPL	TSLA	Return	Risk	SharpeRatio
0	0	0.42	0.02	0.09	0.12	0.04	0.31	0.13	0.39	0.22

Minimum Variance Portfolio Weights

AAPL	AMD	AMZN	GOOGL	META	NVDA	PYPL	TSLA	Return	Risk	SharpeRatio
0.29	0	0.08	0.37	0.07	0.02	0.11	0.05	0.14	0.3	0.28

Tangency Portfolio Weights

AAPL	AMD	AMZN	GOOGL	META	NVDA	PYPL	TSLA	Return	Risk	SharpeRatio
0.31	0.3	0.02	0.05	0.01	0.02	0.02	0.26	0.3	0.39	0.63

Portfolio Sharpie ratio fit

AMD	TSLA	NVDA	META	AMZN	GOOGL	PYPL	AAPL	Return	Risk	SharpeRatio
0.36	0.08	0.08	0.01	0.02	0.04	0.02	0.39	0.29	0.38	0.62

Portfolio Optimized Shaprie ratio fit (ROI method)

AAPL	AMD	AMZN	GOOGL	META	NVDA	PYPL	TSLA	Return	Risk	SharpeRatio
0.54	0.35	0	0	0	0	0	0.11	0.31	0.38	0.66

Total time: 17 seconds